+193.2%
WEC vs TYL
+185.3%
+7.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -0.5% | +0.5% | -1.1% | -0.6% |
| 30D | +12.0% | +25.2% | -13.2% | +8.4% |
| 3M | +11.1% | +31.8% | -20.7% | +6.6% |
| 6M | +6.0% | +36.3% | -30.3% | +0.8% |
| YTD | +14.3% | -6.3% | +20.5% | +14.6% |
| 1Y | +8.0% | -9.5% | +17.5% | +8.9% |
| 3Y | +62.8% | +1.6% | +61.2% | +58.5% |
| 5Y | +55.3% | -21.8% | +77.1% | +55.8% |
| 10Y | +193.2% | +183.3% | +9.9% | +137.5% |
| All | +193.2% | +185.3% | +7.9% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling